CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	0.7784	0.7712	-0.0072	-0.9%	0.7717
High	0.7805	0.7770	-0.0035	-0.4%	0.7805
Low	0.7720	0.7690	-0.0030	-0.4%	0.7571
Close	0.7733	0.7751	0.0018	0.2%	0.7733
Range	0.0085	0.0080	-0.0005	-5.9%	0.0234
ATR	0.0096	0.0095	-0.0001	-1.2%	0.0000
Volume	182	213	31	17.0%	1,934

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7977	0.7944	0.7795
R3	0.7897	0.7864	0.7773
R2	0.7817	0.7817	0.7766
R1	0.7784	0.7784	0.7758	0.7801
PP	0.7737	0.7737	0.7737	0.7745
S1	0.7704	0.7704	0.7744	0.7721
S2	0.7657	0.7657	0.7736
S3	0.7577	0.7624	0.7729
S4	0.7497	0.7544	0.7707

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8405	0.8303	0.7862
R3	0.8171	0.8069	0.7797
R2	0.7937	0.7937	0.7776
R1	0.7835	0.7835	0.7754	0.7886
PP	0.7703	0.7703	0.7703	0.7729
S1	0.7601	0.7601	0.7712	0.7652
S2	0.7469	0.7469	0.7690
S3	0.7235	0.7367	0.7669
S4	0.7001	0.7133	0.7604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7805	0.7571	0.0234	3.0%	0.0113	1.5%	77%	False	False	370
10	0.7942	0.7571	0.0371	4.8%	0.0102	1.3%	49%	False	False	395
20	0.8208	0.7571	0.0637	8.2%	0.0104	1.3%	28%	False	False	353
40	0.8225	0.7571	0.0654	8.4%	0.0075	1.0%	28%	False	False	208
60	0.8624	0.7571	0.1053	13.6%	0.0054	0.7%	17%	False	False	140
80	0.8746	0.7571	0.1175	15.2%	0.0044	0.6%	15%	False	False	105
100	0.8834	0.7571	0.1263	16.3%	0.0037	0.5%	14%	False	False	84
120	0.9200	0.7571	0.1629	21.0%	0.0032	0.4%	11%	False	False	71

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8110
2.618	0.7979
1.618	0.7899
1.000	0.7850
0.618	0.7819
HIGH	0.7770
0.618	0.7739
0.500	0.7730
0.382	0.7721
LOW	0.7690
0.618	0.7641
1.000	0.7610
1.618	0.7561
2.618	0.7481
4.250	0.7350

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	0.7744	0.7748
PP	0.7737	0.7744
S1	0.7730	0.7741

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These figures are updated between 7pm and 10pm EST after a trading day.

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